I have added some exception catching in this commit
http://yum.baseurl.org/gitweb?p=yum-utils.git;a=commitdiff;h=c5aa6845f4b0cf6ffbc0e725b9cff108e1dd3d58
[tim@hoth yum-utils]$ rm -rf /var/tmp/yum-tim-uQtoiY/
[tim@hoth yum-utils]$ ./package-cleanup.py -C --orphans
Loaded plugins: presto, refresh-packagekit, remove-with-leaves
Error: Cannot access repository dir /var/tmp/yum-tim-bPtiE_/i386/13/adobe-linux-i386
So now it dont blowup but give you and error
The error is ok, because you cant use the cache if there is no cache, but maybe it should be a little better message.

yum-utils-1.1.27-2.fc13 has been pushed to the Fedora 13 testing repository. If problems still persist, please make note of it in this bug report.
If you want to test the update, you can install it with
su -c 'yum --enablerepo=updates-testing update yum-utils'. You can provide feedback for this update here: http://admin.fedoraproject.org/updates/yum-utils-1.1.27-2.fc13

(In reply to comment #3)
> (In reply to comment #2)
> > The error is ok, because you cant use the cache if there is no cache
>
> No, it should use the system-wide cache like "yum -C" does.
This is now bug 615559.

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